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By "inversion", do you mean Subject-Auxiliary Inversion? And -- alas -- most grammars are really, really, terrible when it comes to rules like this. They're almost never correct, and they never deal with exceptions. You shouldn't trust them. Sorry.
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John LawlerApr 10 '13 at 4:15

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This should probably be moved to ELU.SE.
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John LawlerApr 10 '13 at 4:16

I wouldn't otherwise point this out, but since it has some relevance, you'd probably want to know. It should be "But how should sentences like [...] be analyzed?".
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dainichiApr 10 '13 at 14:33

2 Answers
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"Where is he" is an independent clause. The subject-verb inversion is because it's an interrogatory independent clause. There wouldn't be a question mark if it were a dependent clause, since the main clause would be imperative. The sentence has two independent clauses without a conjunction. In most cases this would call for a semicolon, but when the first clause is a short imperative one introducing a question, a comma is used. A well-known complicated example is found in the US national anthem: "Oh say, can you see by the dawn's early light ..." and so on through a labyrinth of subordinate clauses.